Talk:Algorithms for calculating variance: Difference between revisions

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: [[User:Michael Hardy|Michael Hardy]] ([[User talk:Michael Hardy|talk]]) 19:28, 25 December 2010 (UTC)
::*Thanks for the pointer to [[Bessel's correction]], that explains this better than I've ever understood it before. And, yes, my intent in asking the question was not so much for my own knowledge (although that's part of it), but as a suggestion that something along these lines be included in this article. -- [[User:RoySmith|RoySmith]] [[User Talk:RoySmith|(talk)]] 03:28, 28 December 2010 (UTC)
:I am confused by the distinction of sampling from a population of size N vs sampling from a smaller subset n<N. The formulas to compute the variance, and its sample estimate, have exactly the same form (for finite N and n). This probably results from some authors referring to "population variance" when actually meaning "variance of the distribution" from where the independent samples originate (for example see Navidi, William (2006) Statistics for Engineers and Scientists, McGraw-Hill, pg 14.).
 
: The formulas in the article implicitly assume samples to be i.i.d random variables ([[Independent_and_identically_distributed_random_variables]]). The variance of such population of size K (either n or N) involves dividing by K. An unbiased estimate of this variance involves dividing by K if the mean of the distribution is known, or dividing by K-1 if the mean is also estimated from the data.
 
:This is consistent with the articles:
::* [[Bessel's correction]]
::* [[Variance#Sample_variance]]
 
:And the references:
::* Knuth, Donald Erwin, Ronald L. Graham, and Oren Patashnik. "Concrete mathematics." Adison Wesley (1989), p373.
::* Cramér, Harald. "Mathematical Methods of Statistics". Princeton university press (1961), p351.
 
: I believe the main article should be corrected to reflect the probabilistic nature of the population (i.i.d samples) and drop mention of N vs n.
[[User:Mpbrigham|Mpbrigham]] ([[User talk:Mpbrigham|talk]]) 02:35, 26 January 2017 (UTC)
 
== Weighted variance pseudocode correctness ==